+40.4%
MAS vs WOLF
-3.0%
+43.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +4.0% | +5.6% |
| 7D | +14.2% | -14.5% | +28.6% | +15.0% |
| 30D | +26.8% | -32.0% | +58.8% | +29.2% |
| 3M | +13.1% | -15.8% | +28.9% | +13.3% |
| 6M | +27.9% | -36.6% | +64.5% | +26.5% |
| YTD | +38.7% | +30.9% | +7.8% | +26.7% |
| 1Y | +40.4% | +4.1% | +36.3% | +28.5% |
| All | +40.4% | -3.0% | +43.4% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WOLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling